-97.3%
TSLQ vs ES
+2.7%
-100.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.9% | -5.5% | -8.8% |
| 7D | +19.7% | +1.9% | +17.8% | +20.0% |
| 30D | +4.1% | +7.1% | -2.9% | +5.3% |
| 3M | -30.9% | -1.9% | -28.9% | -31.3% |
| 6M | -13.6% | +4.4% | -18.0% | -12.8% |
| YTD | -2.6% | +7.3% | -9.9% | -0.6% |
| 1Y | -10.4% | +2.1% | -12.6% | -9.4% |
| 3Y | -96.4% | +41.8% | -138.2% | -95.7% |
| All | -97.3% | +2.7% | -100.0% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling